Google security researcher Michal Zalewski reported an issue where the browser displayed the content of a proxy's 407 response if a user canceled the proxy's authentication prompt. In this circumstance, the addressbar will continue to show the requested site's address, including HTTPS addresses that appear to be secure. This spoofing of addresses can be used for phishing attacks by fooling users into entering credentials, for example.
In general these flaws cannot be exploited through email in the Thunderbird and SeaMonkey products because scripting is disabled, but are potentially a risk in browser or browser-like contexts in those products.